| 摘要 |
Disclosed herein is a computer implemented method and system for managing financial risk involved in trading of multiple financial instruments between multiple counterparties. A risk profile is determined for each of the counterparties based on transaction data provided by the counterparties. The transaction data relates to trading of the financial instruments. Individual prices for multiple predefined maturity periods of the financial instruments are provided by the counterparties based on the risk profile. A consensus price is created for each of the predefined maturity periods based on the individual prices. The created consensus price is compared with each of the individual prices provided by each of the counterparties. The financial risk is computed for each of the counterparties based on multiple predefined parameters and the comparison. The computed financial risk of each of the counterparties is modified by each of the counterparties for the management of the financial risk.
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